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[6dev] Adding "MAS" value in TaxonomySourceEnum #3266

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23 changes: 10 additions & 13 deletions RELEASE.md
Original file line number Diff line number Diff line change
@@ -1,21 +1,18 @@
# _Infrastructure - Dependency Update_
# _CDM Model - TaxonomySourceEnum_

_Background_
A DRR issue has been identified where reporting the Underlying CO values was not supported for MAS. To address this, we proposed replicating the reporting logic used for BaseProduct and SubProduct in EMIR. In CDM, this involves adding "MAS" as a value to the TaxonomySourceEnum, since the TaxonomySource in CDM determines the jurisdiction based on the commodityClassificationScheme being used. So the "MAS" value will be added in the TaxonomySourceEnum.

_What is being released?_

This release updates the rune dependencies.
- Updated `TaxonomySourceEnum` in cdm.base.staticdata.asset.common:enum

_Enumerations_

Version updates include:
- DSL 9.22.0: handle null for `min` and `max` operations. For further details see DSL release notes: https://github.com/finos/rune-dsl/releases/tag/9.22.0
- FpML Coding Scheme `11.25.1`: support for latest version (v2.20).
- Updated `TaxonomySourceEnum` by adding MAS to support Monetary Authority of Singapore (MAS) as a taxonomy source.

_Review directions_

In Rosetta, select the Textual Browser and inspect changes due to the FpML code scheme update:
- `FloatingRateIndexEnum` has values added:
- `EUR_EuroSTR_ICE_Swap_Rate`
- `IDR_INDONIA`
- `IDR_INDONIA_OIS_Compound`
- `PHP_ORR`
- `USD_SOFR_ICE_Swap_Rate_Spreads`
In Rosetta, select the Textual Browser and inspect each of the changes identified above.

The changes can be reviewed in PR: [#3261](https://github.com/finos/common-domain-model/pull/3261)
The changes can be reviewed in PR: [#3266](https://github.com/finos/common-domain-model/pull/3266)
Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,7 @@ enum TaxonomySourceEnum: <"Represents the enumerated values to specify taxonomy
EU_EMIR_EligibleCollateralAssetClass <"Identifies European Union Eligible Collateral Assets classification categories based on EMIR Uncleared Margin Rules.">
UK_EMIR_EligibleCollateralAssetClass <"Identifies United Kingdom Eligible Collateral Assets classification categories based on UK Onshored EMIR Uncleared Margin Rules Eligible Collateral asset classes for both initial margin (IM) and variation margin (VM) posted and collected between specified entities.Please note: UK EMIR regulation will detail which eligible collateral assets classes apply to each type of entity pairing (counterparty) and which apply to posting of IM and VM.">
US_CFTC_PR_EligibleCollateralAssetClass <"Identifies US Eligible Collateral Assets classification categories based on Uncleared Margin Rules published by the CFTC and the US Prudential Regulator. Note: While the same basic categories exist in the CFTC and US Prudential Regulators margin rules, the precise definitions or application of those rules could differ between the two rules.">
MAS <"Represents the Monetary Authority of Singapore (MAS) as a taxonomy source.">
Other <"Denotes a user-specific scheme or taxonomy or other external sources not listed here.">

enum ISOCurrencyCodeEnum: <"The enumerated values to specify standard currency codes according to the International Standards Organization (ISO). The set of codes in this enumerated list is sourced from ISO Standard 4217 (https://www.currency-iso.org/en/home/tables/table-a1.html), as of 29-Aug-18.">
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